First of all, you want to add some roasted barley to your recipe to make it a real stout.
As far as adding darker malts during vorlauf, you do it when brewing a dark European lager, but not when making a stout. In stouts you really want to taste the roastiness, that's what makes it a stout.
Add your roasted barley and dark malts right at the beginning when mashing a stout. When mashing a dark lager - at the end. In Dark IPA - it's optional, your call.

It makes it much easier to avoid alka-seltzer tasting dark beer, if you try to use Palmer's spreadsheet for instance on a beer that's fairly dark you have to dump in silly amounts of chalk.
Strong compares a couple of different ways of using dark grains in his book, but the gist of the idea is dark grains behave similarly to coffee. He backs this up by mentioning some experiments Briess did with different roasted malts. Nobody would drink coffee that was brewed for an hour, or sat on a hot plate that long. Adding the darker grains at vorlauf assuming you hit your mash pH is especially helpful if you're fly sparging. The added acidity will help the mash stay where you want it and avoid extracting tannins.
I mostly trust that Gordon isn't yanking our chains, and to get back to the OP's question, in that recipe according to his theory you'd only mash the pale and add the brown, chocolate, carafa, and pale chocolate at at vorlauf. With one caveat he always conducts a mash out for 10-15 minutes which would essentially be steeping the grains as if you were making an extract batch.

I've just spent the morning obsessing about a Tmave 12 I'm doing for a wedding and thinking of the same question.

Another point is that Strong recommends this method specifically for dark styles where you don't want sharp roasty flavors -- eg, sweet stouts, schwartzbier, maybe brown ales. It may not be the best method for dry stouts or robust porters.

Another point is that Strong recommends this method specifically for dark styles where you don't want sharp roasty flavors -- eg, sweet stouts, schwartzbier, maybe brown ales. It may not be the best method for dry stouts or robust porters.

I plan on using this method next week for my Black IPA. I will be using Carafa II and don't want any roasted flavors, or at least very minimal. I will add the Carafa II during at the end of my mash and for the infusion sparge.